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1. INTRODUCTION
*E-mail: rkmallik@iitg.ernet.in.
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0022-247Xr98 $25.00
Copyright Q 1998 by Academic Press
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80 RANJAN K. MALLIK
ky1
yk s Ý b k , i yi q x k , kG1 Ž 1.
is1
ky1
yk s Ý ck , i x i q x k , k G 1, Ž 2.
is1
LINEAR DIFFERENCE EQUATIONS 81
where
kyi j
c k , i s bk , i q Ý Ý bk , kyl 1 Ł bkyÝ my 1 m
ns 1 l n , kyÝ ns 1 l n
Ž 3.
js2 Ž l1 , . . . , l j . ms2
l1 , . . . , l jG1
l1ql 2q ??? ql jskyi
for i s 1, . . . , k y 1, k G 2.
Proof. From the difference equation Ž1., it is clear that its solution is of
the form Ž2.. Substituting Ž2. in Ž1., we obtain, for i s 1, . . . , k y 1, k G 2,
ky1
c k , i y bk , i s Ý bk , r c r , i for i s 1, . . . , k y 1, k G 2. Ž 5.
rsiq1
If we can show that c k, i given by Ž3. satisfies Ž5., then the proposition will
be proved.
Now using Ž3., the right-hand side of Ž5. can be expressed as
ky1 ky1
Ý bk , r c r , i s bk , iq1 biq1, i q Ý bk , r br , i
rsiq1 rsiq2
kyiy1 ky1
q Ý Ý Ý bk , r br , ryl 1
js2 rsiqj Ž l1 , . . . , l j .
l 1 , . . . , l jG1
l1ql 2q ??? ql jsryi
j
= Ł bryÝ my 1 m
ns 1 l n , ryÝ ns 1 l n
. Ž 6.
ms2
82 RANJAN K. MALLIK
ky1
Ý bk , r c r , i
rsiq1
kyiy2
s bk , kyŽ kyiy1. bkyŽ kyiy1., kyŽ kyiy1.y1 q Ý bk , kyl1 bkyl1 , kyl1yŽ kyl 1yi.
l1s1
kyi j
s Ý Ý bk , kyl 1 Ł bkyÝ my 1 m
ns 1 l n , kyÝ ns 1 l n
js2 Ž l1 , . . . , l j . ms2
l1 , . . . , l jG1
l 1ql 2q ??? ql jskyi
s c k , i y bk , i Ž 7.
N
y kq N s Ý a k , j y kqNyj q x kqN , kG1 Ž 8.
js1
N 0
y kq N s Ý d k , j yNq1yj q Ý d k , j x Nq1yj q x kqN , k G 1, Ž 9a .
js1 js2yk
LINEAR DIFFERENCE EQUATIONS 83
where
kqjy1 r
dk , j s Ý Ý Ł a kql m yÝ mns 1 l n , l m Ž 9b .
rs1 Ž l1 , . . . , l r . ms1
1Fl 1 , . . . , l rFN
l rGj
l 1ql 2q ??? ql rskqjy1
for j s 2 y k, . . . , N, k G 1.
Proof. Difference equation Ž8. with initial values y 1 , . . . , yN can be
treated as a special case of Ž1. in which
yk s x k for 1 F k F N,
bk , i s 0 for i s 1, . . . , k y 1, 1 F k F N,
Ž 10 .
bk , i s 0 for i s 1, . . . , k y N y 1, k G N q 2,
bk , i s a kyN , kyi for i s k y N, . . . , k y 1, k G N q 1.
N ky1
yk s Ý c k , i yi q Ý ck , i x i q x k , k G N q 1, or
is1 isNq1
N
y kq N s Ý c kqN , Nq1yj yj Ž 11 .
js1
0
q Ý c kq N , Nq1yj x Nq1yj q x kqN , k G 1.
js2yk
kyi j
ck , i s Ý Ý Ł bkql m yÝ mns 1 l n , kyÝ mns 1 l n Ž 12 .
js1 Ž l1 , . . . , l j . ms1
l 1 , . . . , l jG1
l1ql 2q ??? ql jskyi
84 RANJAN K. MALLIK
for j s 1, . . . , k y i Ž 13 .
need to be satisfied. Therefore we get
kyi j
ck , i s Ý Ý Ł bkql m yÝ mns 1 l n , kyÝ mns 1 l n Ž 14 .
js1 Ž l1 , . . . , l j . ms1
1Fl 1 , . . . , l jFN
l jGNq1yi
l1ql 2q ??? ql jskyi
for i s 1, . . . , k y 1, k G N q 1. Substituting
d k , j s c kqN , Nq1yj and a k , j s bkqN , kqNyj Ž 15 .
in Ž11. and Ž14. respectively, and combining the two results, we obtain the
proposition.
Note that difference equation Ž8. with initial values y 1 , . . . , yN can be
expressed in vector form as
y kq N ak , 1 ak , 2 ak , 3 ??? a k , Ny1 ak , N
y kq Ny1 1 0 0 ??? 0 0
.. s 0 1 0 ??? 0 0
.. .. .. .. ..
. . . . . .
y kq 1
0 0 0 ??? 1 0
y kq Ny1 x kqN
y kq Ny2 0
= .. q .. , k G 1, Ž 16 .
. .
yk 0
where the N = N matrix on the right-hand side of Ž16. is the companion
matrix for index k. Defining
yk J w y kqNy1 , y kqNy2 , . . . , y k x , x k J w x kqN , 0, . . . , 0 x , Ž 17a .
T T
ak , 1 ak , 2 ak , 3 ??? a k , Ny1 ak , N
1 0 0 ??? 0 0
Ak J 0 1 0 ??? 0 0 Ž 17b .
.. .. .. .. ..
. . . . .
0 0 0 ??? 1 0
LINEAR DIFFERENCE EQUATIONS 85
ykq 1 s A k yk q x k , k G 1, Ž 18 .
ky1
ykq 1 s A k A ky1 ??? A 1 y1 q Ý A k A ky1 ??? A lq1 x l q x k , k G 1. Ž 19 .
ls1
N
y kq N s Ý d k , j yNq1yj , k G 1, Ž 20 .
js1
N
y kq N s Ý d k , j yNq1yj , k G y Ž N y 1. , Ž 21 .
js1
d 0, 1 d 0, 2 ??? d 0, N
dy1 , 1 dy1, 2 ??? dy1, N
.. .. .. s IN , Ž 22 .
. . .
dyŽ Ny1., 1 dyŽ Ny1., 2 ??? dyŽ Ny1., N
Comparing Ž17., Ž21., and Ž23., we find that the product of companion
matrices can be expressed as
A k A ky1 ??? A 1
dk , 1 dk , 2 ??? d k , Ny1 dk , N
d ky 1, 1 d ky1, 2 ??? d ky1, Ny1 d ky1, N
s .. .. .. .. ,
. . . .
d ky Nq1, 1 d kyNq1, 2 ??? d kyNq1, Ny1 d kyNq1, N
k G 1, Ž 24 .
where A k Ž k G 1. is defined by Ž17b., and d kyiq1, j , the entry in the ith row
and the jth column Ž1 F i, j F N . of the product A k A ky1 ??? A 1 , which is
obtained from Ž9b. and Ž22., is given by
kyiqj r
d ky iq1, j s Ý Ý Ł a kyiq1ql m yÝ mns 1 l n , l m
rs1 Ž l1 , . . . , l r . ms1
1Fl 1 , . . . , l rFN
l rGj
l 1ql 2q ??? ql rskyiqj
if i F min Ž k, N . , Ž 25a .
s1 if j s i , i ) k , k - N, Ž 25b .
s0 if j / i , i ) k , k - N. Ž 25c .
N
det Ž A k y lI N . s Ž y1 .
N
½ ln y Ý
js1
5
a k , j l Nyj , Ž 26 .
which implies
Nq 1
det Ž A k . s Ž y1 . ak , N . Ž 27 .
Based on this result, we have the following proposition for linearly inde-
pendent solutions of the homogeneous version of difference equation Ž8.,
that is, the equation
N
y kq N s Ý a k , j y kqNyj , k G 1. Ž 28 .
js1
LINEAR DIFFERENCE EQUATIONS 87
dk , 1 ??? dk , N
d kq 1, 1 ??? d kq2, N
.. ..
. .
d kq Ny1, 1 ??? d kqNy1, N
¡Ž y1. ? N2 @
for k s y Ž N y 1 .
s~ kqNy1
¢Ž y1. ? N2 @
Ł Ž y1. Nq1 ai , N
is1
for k G y Ž N y 2 .
/ 0, Ž 29 .
using Ž22., Ž24., Ž27., and the fact that a i, N / 0, i s 1, . . . , k q N y 1,
k G yŽ N y 2.. Therefore d k, j 4k GyŽ Ny1. , j s 1, . . . , N, are linearly inde-
pendent sequences, which implies that y kq N s d k, j , j s 1, . . . , N, are N
linearly independent solutions of the difference equation for k G y
Ž N y 1..
3.1.1. Power of the Companion Matrix for the Constant Coefficient Case
Consider the case of the homogeneous Nth-order difference equation
Ž28. with initial values y 1 , . . . , yN in which a k, j s a j for all k G 1, j s
1, . . . , N, that is, the equation
N
y kq N s Ý a j y kqNyj , kG1 Ž 30 .
js1
ykq 1 s Ayk , k G 1, Ž 31 .
88 RANJAN K. MALLIK
ykq 1 s Ak y1 , k G 1. Ž 32 .
Thus the kth power of the N = N companion matrix A gives the solutions
for y kq 1 , . . . , y kqN of the Nth-order homogeneous linear difference equa-
tion Ž30. with constant coefficients a1 , . . . , a N and initial values y 1 , . . . , yN .
Using the result in Ž24. and Ž25. for the product of companion matrices,
we obtain
dk , 1 dk , 2 ??? d k , Ny1 dk , N
d ky 1, 1 d ky1, 2 ??? d ky1, Ny1 d ky1, N
Ak s .. .. .. .. ,
. . . .
d ky Nq1, 1 d kyNq1, 2 ??? d kyNq1, Ny1 d kyNq1, N
k G 1, Ž 33 .
where d ky iq1, j , the entry in the ith row and the jth column of Ak , is
expressed as
d ky iq1, j
kyiqj r
s Ý Ý Ł al m if i F min Ž k, N . , Ž 34a .
rs1 Ž l1 , . . . , l r . ms1
1Fl 1 , . . . , l rFN
l rGj
l1ql 2q ??? ql rskyiqj
s1 if j s i , i ) k, k - N, Ž 34b .
s0 if j / i , i ) k, k - N. Ž 34c .
Our aim is to obtain an alternative expression for d ky iq1, j when i F
minŽ k, N . in terms of powers of the coefficients a1 , . . . , a N .
Now Ž34a. can be rewritten as
¡ ¦
s Ý~ Ý .¥a
N kyiqj
d ky iq1 , j Ž al1 ??? al ry 1 Ž 35 .
¢ §
Ý ¨
¨ sj rs1 Ž l 1 , . . . , l ry1 .
1Fl 1 , . . . , l ry1 FN
l 1ql 2q ??? ql ry1 skyiqjy¨
t 1 q t 2 q ??? qt N t
a11 ??? a Nt N
ž t1 , . . . , t N /
over all t 1 , . . . , t N satisfying
t 1 , . . . , t N G 0, t 1 q 2 t 2 q ??? qNt N s k y i q j y ¨ .
d ky iq1, j
¡ ¦
s Ý~ ¥a .
N t 1 q t 2 q ??? qt N N
¢ ¨ sj
Ý
Ž t1 , . . . , t N .
t1 , . . . , t N G0
ž t1 , . . . , t N / Ł
ms1
tm
am
§ ¨
Ž 36 .
t j q t jq1 q ??? qt N
d ky iq1, j s Ý
Ž t1 , . . . , t N . t 1 q t 2 q ??? qt N
t1 , . . . , t N G0
t1q2 t 2q ??? qNt N skyiqj
t 1 q t 2 q ??? qt N N
=
ž t1 , . . . , t N / Ł
ms1
tm
am Ž 37 .
4. CONCLUSION
ACKNOWLEDGMENTS
The author thanks his colleague Dr. S. Ponnusamy of the Department of Mathematics,
Indian Institute of Technology, Guwahati, for his valuable suggestions. He also expresses his
gratitude to the anonymous referee for hisrher constructive comments.
REFERENCES